Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes
By Shuping Huang, S. Quek, Kok-Kwang Phoon. 2001
479 citations recorded by the source corpus.
Subfields: Environmental Engineering, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/ed547df934ae66be82a34557e4fe076c9c564b29
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Environmental Engineering
- George Stefanou
- Daniel Straub
- Iason Papaioannou
- Wolfgang Betz
- Kok-Kwang Phoon
- Hong-wei Huang
- Manolis Papadrakakis
- S. Quek
In Statistics and Probability
- George Stefanou
- Iason Papaioannou
- Daniel Straub
- Wolfgang Betz
- Manolis Papadrakakis
- Kok-Kwang Phoon
- Sankaran Mahadevan
- Hong-wei Huang
Citations in the corpus
- Numerical methods for the discretization of random fields by means of the Karhunen–Loève expansion (2014, methodology): “The convergence behavior of the Galerkin method with high-order basis functions is investigated in [5].”
- Collocation-based stochastic finite element analysis for random field problems (2007, unknown): “[6], Phoon et al.”
- Simulation of strongly non-Gaussian processes using Karhunen–Loeve expansion (2005, methodology): “and CM/C as M/N following Mercer’s theorem [23].”
- Efficient real-time reservoir management using adjoint-based optimal control and model updating (2006, methodology): “Following Mercer’s theorem [32], C has the following spectral or eigen decomposition:”
- Stochastic fatigue damage modeling under variable amplitude loading (2007, methodology): “The detailed computational procedure for KL expansion can be found elsewhere [28,13].”
- An efficient, high-order probabilistic collocation method on sparse grids for three-dimensional flow and solute transport in randomly heterogeneous porous media (2009, background): “For large correlation length, the eigenvalues decay very fast [21], so that only a small number of terms must be kept in the K–L expansion.”
- Assessment of spectral representation and Karhunen–Loève expansion methods for the simulation of Gaussian stochastic fields (2007, background): “This observation implies that few K–L terms are needed for an accurate simulation of random fields of this kind [18] and it will be confirmed in the examination of the ensemble variance that follows.”
- Karhunen-Loève expansion for multi-correlated stochastic processes (2013, background): “; f nðt;ωÞg are mutually independent, then the classical KL expansion can be applied to each process, leading to multiple series which can be constructed separately [11,15].”